-48.4%
TSLL vs HBM
+31.9%
-80.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +3.2% |
| 7D | -11.0% | +2.4% | -13.4% | -11.5% |
| 30D | -5.3% | -16.0% | +10.7% | +5.6% |
| 3M | +20.8% | -21.3% | +42.2% | +39.4% |
| 6M | -36.0% | -12.2% | -23.8% | -29.9% |
| YTD | -47.3% | +10.7% | -58.0% | -54.9% |
| 1Y | -48.4% | +30.3% | -78.7% | -63.4% |
| All | -48.4% | +31.9% | -80.3% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling